Every time I try to open a dxf it opens in autocad inventor... I haven’t had that much experience with auto cad because I just downloaded it. Is there a way to just save a file to import into my plasmacam software?

Have you tried renaming the file with a .pcm extension? Or you can specify which program to use to open certain file extensions. Right click on the dxf file, open with and choose the "choose another app" selection. When that window opens choose your PlasmaCam software and at the bottom check the box that says "always use this program to open this file type".